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wayne e ferson

Showing 1 - 12 of 34 results for “wayne e ferson
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  • Portfolio Performance Measurement and Benchmarking

    In order to make sound investment choices, investors must know the projected return on investment in relation to the risk of not being paid. Benchmarks are excellent evaluators, but the failure to choose the right investing performance benchmark often leads to bad decisions or inaction, which inevitably results in lost profits.The first book of its kind, Portfolio Performance Measurement and ... Read more

    $125.99 CAD

  • Empirical Asset Pricing

    Models and Methods

    by Wayne Ferson ...
    An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments.This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, ... Read more

    $103.99 CAD

  • Portfolio Performance Measurement and Benchmarking, Chapter 3 - Returns Without Cash Flows

    Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and ... Read more

    $8.99 CAD

  • Portfolio Performance Measurement and Benchmarking, Chapter 16 - Factor Model (Barra) Performance Attribution

    Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and ... Read more

    $8.99 CAD

  • Portfolio Performance Measurement and Benchmarking, Chapter 8 - Estimating the Elements of the CAPM

    Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and ... Read more

    $8.99 CAD

  • Portfolio Performance Measurement and Benchmarking, Chapter 18 - Performance Attribution

    Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and ... Read more

    $8.99 CAD

  • Portfolio Performance Measurement and Benchmarking, Chapter 25 - Equity Style Indexes

    Tools for Better Performance Evaluation and Plan Management

    Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and ... Read more

    $8.99 CAD

  • Portfolio Performance Measurement and Benchmarking, Chapter 21 - Elements of a Desirable Benchmark

    Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and ... Read more

    $8.99 CAD

  • Portfolio Performance Meaurement and Benchmarking

    Fixed-Income Risk

    Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and ... Read more

    $8.99 CAD

  • Portfolio Performance Measurement and Benchmarking, Chapter 33 - GIPS

    Global Investment Performance Standards

    Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and ... Read more

    $8.99 CAD

  • Portfolio Performance Measurement and Benchmarking, Chapter 15 - Factors of Equity Returns in the United States

    Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and ... Read more

    $8.99 CAD

  • Portfolio Performance Measurement and Benchmarking, Chapter 14 - Factor Models

    Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and ... Read more

    $8.99 CAD